Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.282698 0.307611 0.334718 0.366580 0.403241 0.444388 0.494469
2025-12-07 0.249307 0.280989 0.317396 0.362863 0.418902 0.486787 0.576984
2025-12-14 0.225732 0.260906 0.302967 0.357948 0.429465 0.521689 0.653852
2025-12-21 0.206732 0.243555 0.288955 0.350478 0.434090 0.547744 0.721857
2025-12-28 0.197059 0.236401 0.286350 0.356470 0.456066 0.599086 0.834684
2026-01-04 0.190412 0.232229 0.286775 0.365938 0.483284 0.661300 0.977719
2026-01-11 0.180347 0.222626 0.278883 0.362596 0.490828 0.694007 1.078596
2026-01-18 0.174231 0.217759 0.276886 0.367215 0.510548 0.748825 1.233715
2026-01-25 0.163599 0.205989 0.264285 0.354780 0.501541 0.753050 1.289793
2026-02-01 0.153806 0.194833 0.251832 0.341494 0.489592 0.750070 1.329643
2026-02-08 0.147855 0.188741 0.246287 0.338371 0.494149 0.777763 1.445959
2026-02-15 0.145639 0.187788 0.248130 0.346910 0.519505 0.849137 1.692675
2026-02-22 0.141240 0.183579 0.245028 0.347492 0.531375 0.897119 1.904521
2026-03-01 0.136447 0.178549 0.240365 0.345083 0.537422 0.934049 2.103667
2026-03-08 0.131614 0.173227 0.234940 0.340934 0.539655 0.963005 2.294059
2026-03-15 0.126532 0.167311 0.228275 0.334152 0.536006 0.977827 2.445768
2026-03-22 0.124572 0.165992 0.228746 0.339794 0.557647 1.057528 2.894713
2026-03-29 0.123395 0.165785 0.230943 0.348628 0.586950 1.164179 3.564861
2026-04-05 0.119858 0.161789 0.226773 0.345532 0.590535 1.203485 3.961675
2026-04-12 0.117989 0.160298 0.226619 0.349831 0.610794 1.295079 4.771441
2026-04-19 0.113212 0.154080 0.218340 0.338266 0.594132 1.274030 4.854711
2026-04-26 0.108518 0.147862 0.209854 0.325893 0.574668 1.241612 4.841033
2026-05-03 0.105814 0.144711 0.206400 0.322982 0.576848 1.277381 5.382052